+632.8%
LYB vs ROK
+834.8%
-201.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.9% |
| 7D | +0.3% | -1.2% | +1.5% | +1.0% |
| 30D | +2.5% | -4.8% | +7.3% | +5.3% |
| 3M | +1.4% | -6.1% | +7.5% | +3.5% |
| 6M | -3.5% | +15.5% | -19.0% | -15.3% |
| YTD | +52.0% | +11.2% | +40.8% | +35.7% |
| 1Y | +22.1% | +23.8% | -1.8% | +1.3% |
| 3Y | -22.8% | +53.1% | -75.9% | -47.3% |
| 5Y | -3.4% | +48.3% | -51.6% | -36.7% |
| 10Y | +47.4% | +357.4% | -310.0% | -58.1% |
| All | +632.8% | +834.8% | -201.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling